After the assassination of her grandfather Tsar Alexander II of Russia, when Xenia was 6 years old, her father Alexander III ascended to the Russian throne. It was a difficult political time, plagued with terrorist threats and for security reasons Alexander III moved with his family from the Winter Palace to Gatchina Palace. Xenia and her siblings were raised mostly there with simplicity.[2] As a child, Xenia was a tomboy and was very shy.[citation needed]

Xenia, like her brothers, received her education from private tutors. A special emphasis was laid on the study of foreign languages.[3] Apart from her native Russian, Xenia studied English, French and German. Xenia learnt cookery, joinery and making puppets and their clothes for their theatre. She also enjoyed riding and fishing in the nearby river on the Gatchina estate,[4] drawing, gymnastics, dancing and playing the piano.[4]

Xenia and her first cousin once removed Grand Duke Alexander Mikhailovich of Russia, her eventual husband, played together as friends in the 1880s.[7] Alexander, usually called Sandro, was also a friend of her brother Nicholas. In 1886, 20-year-old Alexander was serving in the navy. Eleven-year-old Xenia sent him a card when his ship was in Brazil, "Best wishes and speedy return! Your sailor Xenia".[8] In 1889, Alexander wrote of Xenia, "She is fourteen. I think she likes me."[9]

At age 15, though Xenia and Alexander wanted to marry, her parents were reluctant to trust because Xenia was too young and they were unsure of Alexander's character. The Tsarina Maria Fyodorovna had complained of Alexander's arrogance and rudeness.[6] It was not until January 1894 that Xenia's parents accepted the engagement after Alexander's father, Grand Duke Michael Nikolaievich of Russia intervened. The couple finally wed on 6 August 1894 at Peterhof Palace.[10] Xenia's younger sister, Olga, wrote about the joy of her wedding, "The Emperor was so happy. It was the last time I ever saw him like that."[11] They spent their wedding night at Ropsha Palace, and their honeymoon at Ai-Todor (Alexander’s estate in Crimea). During the honeymoon, Xenia's father, Alexander III, became ill and died on 1 November 1894.[12] Her eldest brother on the death of her father had inherited the crown and became the new Tsar Nicholas II.

Xenia was heavily involved in charitable works. She was a member of the Women's Patriotic Association. From 1903 Xenia was patron of the Creche Society which looked after poor working class children while their families were at work in St.Petersburg. She took a particular interest in hospitals for patients suffering from tuberculosis in the Crimea, perhaps influenced by the death of her brother George from the disease in 1899. She was also patron of the Maritime Naval Welfare Association which took care of widows and children of naval personnel. Xenia also founded the Xenia Association for the Welfare of Children of Workers and Airmen. In addition she was patron of the Xenia Institute, a St. Petersburg boarding school for 350 students.[13]

Like other members of her family, Xenia had been thankful to her father for keeping Russia out of wars. On 25 January 1904, Xenia recorded in her diary that war had been declared between Russia and Japan.[14] The previous December, Xenia had told the War Minister, Kuropatkin that there would be no war and that her brother did not want war. The War Minister said the whole matter might be outside of the control of Russia.[14] As war broke out, there was unrest in Russia. On a cold Sunday in January 1905, over 150,000 peaceful people approached the Winter Palace under the leadership of Gapon. The people wanted to present the Tsar with a petition. The St. Petersburg Police had asked for help from the army, which fired into the crowd, resulting in 2,000 casualties. The day would be known as "Bloody Sunday" and mark a turning point in the relationship between Tsar and people.[15] In February, Xenia's uncle Sergei was killed by a bomb in Moscow. She wished to be with her aunt Ella but was told the situation was too dangerous.[15]

Xenia was exasperated on hearing of the military defeat in Korea.[16] She had been angry about the start of the war and recorded her thoughts on the end, "and ended even more stupidly!"[16] Xenia was in the Crimea at their home at Ai-Todor with her husband and children, when news of the mutiny of the Black Sea fleet reached them. In October, her brother was forced to agree to the establishment of a Duma as a concession to the people. Some of Xenia's family saw it as "the end of Russian autocracy".[17] Her husband Sandro had resigned his position at the Ministry of Merchant Marine. Xenia and her family spent Christmas at Ai-Todor as it was not safe to travel north, or from their estate. Christmas service was even held in the house with the priest being driven there and back "in a closed landau under an escort of cavalry posse".[17]

The former mansion of Grand Duchess Xenia Alexandrovna in St Petersburg

The outbreak of war caught Xenia and her mother unaware: Xenia was in France while the Dowager Empress was in London.[18] They arranged to meet in Calais where the private train of the Dowager Empress was waiting to take them to Russia, being confident that Kaiser Wilhelm II of Germany would let them through. Arriving in Berlin they found the line to Russia had been closed. Hearing that the Youssoupovs were also in Berlin, the Dowager Empress ordered that they join the train. An ugly situation occurred in Berlin and finally the train was allowed to travel to Denmark,[19] and then onto Finland.

Arriving back in Russia, Xenia threw herself into war work, providing her own hospital train and opening a large hospital for the wounded. She also chaired the Xenia Institute which provided artificial limbs for the maimed. In 1915, learning that Nicholas intended to take command of the armed forces, she accompanied her mother to Tsarskoe Selo in an attempt to dissuade him. The Dowager Empress had recorded her lack of confidence in her diary,[20] and this was borne out.[20] Xenia returned disheartened to the Yelagin Palace. In February 1916, Xenia travelled to Kiev after an illness to see her mother and sister. Olga finally had her shell of a first marriage dissolved by the Tsar and was married in November 1916 to Nikolai Kulikovsky in the presence of the Dowager Empress in Kiev.[21] Xenia was absent. On 28 October 1916, increasingly depressed by Russia's predicament, Xenia wrote to her the Dowager Empress, speculating what her father would have done. Xenia, her mother, and her sister Olga urged Grand Duke Nicholas Mikhailovich of Russia to write to the Tsar warning him about the influence of the Tsarina in government affairs. Nicholas did not even open the envelope. She read it and accused the Grand Duke of "crawling behind [his] mother and sisters." Realising the danger, Xenia and her family moved to Ai-Todor in the Crimea. From there, Xenia heard of Rasputin's murder and was embarrassed by the episode.[22] She wrote to her mother in Kiev, "Sleep little. There is rumour that Rasputin is murdered!"[23] Xenia's son-in-law had been one of the murderers. At the beginning of 1917, Xenia hoped her mother could make her brother see sense about the collapsing situation in Russia. She wrote in despair, hoping she would persuade him.[24] Her mother felt she could not do anything and that she had no intention of returning to St. Petersburg from Kiev.[24]

On 19 February 1917, Xenia was back in St. Petersburg at her Palace. On 25 February, she wrote in her diary, "There are disturbances in the city, there was even shooting into the crowd, [they] say, but everything is quiet on the Nevsky. They are asking for bread and the factories are on strike."[25] On 1 March 1917 she wrote of rumours circulating that Nicholas' train had been stopped, and that he had been forced to abdicate.[26] The Dowager Empress wrote to her about her meeting with Nicholas in Mogiliev, "I still can't believe that this dreadful nightmare is real!"[27] Xenia tried to see her brother but was refused permission by the Russian Provisional Government. Seeing no future where she was in St. Petersburg, Xenia left for Ai-Todor on 7 April [O.S. {{{3}}}] 25 March, her forty-second birthday.[28]

Xenia arrived at Ai-Todor where she joined her mother, husband and sister on 28 March 1917. At the end of November, Xenia wrote to her brother Nicholas in Tobolsk in Siberia, "The heart bleeds at the thought of what you have gone through, what you have lived and what you are still living! At every step undeserved horrors and humiliations. But fear not, the Lord sees all. As long as you are healthy and well. Sometimes it seems like a terrible nightmare, and that I will wake up and it will all be gone! Poor Russia! What will happen to her?"[29] In 1918, while in Crimea, Xenia learnt that her brother Nicholas II, his wife and his children had been murdered by the Bolsheviks. Her last surviving brother, Michael, was also shot to death in 1918 outside of Perm.

While the Red Army was coming closer toward Crimea, Xenia and her mother Dowager Empress Maria escaped from Russia on 11 April 1919 with the help of Queen Alexandra of the United Kingdom (née Princess Alexandra of Denmark), Dowager Empress Maria’s sister. King George V of the United Kingdom sent the British warship HMS Marlborough which brought them and other Romanovs from the Crimea over the Black Sea to Malta and then to England. Xenia and her mother were later joined by Xenia's sister Olga. Xenia remained in Great Britain, while Dowager Empress Maria, after a stay in England, went with Olga to Denmark.

On 17 May 1920, Xenia had been granted Letters of Administration as eldest sister and heir to her brother Nicholas's estate in England worth five hundred British pounds sterling.[30] Her husband Sandro was living at this time in Paris. By 1925, Xenia's financial situation had become desperate. King George V, who was her first cousin, allowed her to settle in Frogmore Cottage, a grace and favour house, in Windsor Great Park[31] for which she was grateful to her cousin.[31] Later she had to deal with the fraudulent claims of Anna Anderson to be her niece, the murdered Grand Duchess Anastasia Nikolaevna of Russia.[32] Her sister Olga had pointed out if there had been any Romanov monies left, the Dowager Empress would not be receiving a pension from the British King.[32] In July 1928, ten years after the death of Nicholas and Alexandra, his family were now legally presumed dead. Xenia and her family had hoped to take possession of the Langinkoski estate in Kotka, Finland, but this however came to nothing.[33]

Xenia visited her mother, the Dowager Empress, in Denmark as often as she could. Her mother was living in the Hvidøre Villa that she and her sister Alexandra had bought on the Danish coast north of Copenhagen. In 1928, Xenia's mother fell seriously ill and died on 13 October.[34] After the death of her mother, the sale of the Hvidore estate and the jewels of the Dowager Empress brought in some income. No sooner had the Dowager Empress died, Xenia received a letter from Gleb Botkin, son of her late brother's doctor, claiming that she was trying to steal from her niece, Anastasia.[35] Her husband declared in a letter to her his disdain for the "vileness" of Botkin.[36]

On 26 February 1933, Xenia's husband Sandro died.[36] Xenia and her sons were present at his funeral on 1 March, in Roquebrune-Cap-Martin in the south of France. By March 1937, Xenia had moved from Frogmore Cottage in Windsor Great Park to Wilderness House in the grounds of Hampton Court Palace, where she continued to live until she died on 20 April 1960. Despite reduced circumstances during her lifetime, Xenia left a small estate to her remaining relatives.

The children were grandchildren of a tsar (Alexander III) through their mother (female-line), but only great-grandchildren of a tsar (Nicholas I) through their father (male-line). Due to Imperial Family Statutes brought in by Alexander III to limit the rank of Grand Duke and Duchess, they held the title Princes and Princesses of Russia with the style of “Highness”.

One of Xenia's descendants could have become the Head of the Imperial House of Russia, but all of her children, like all the other Romanovs, married morganatically; making them ineligible, in accordance with old succession laws of Russia. As a result, none of the current descendants of the Romanov Family, including Maria, the daughter of Grand Duke Vladimir Kirillovich Romanov, whose mother was from a family recognised as non-dynastic by the last ruling Emperor of Russia, Nicholas II, are born of a Dynastic Marriage, as per old succession laws of Russia. However her descendants are only Romanov descendants of Emperor Alexander III of Russia and the closest Romanov Blood relations of Emperor Nicholas II of Russia.

In 1913, Xenia and Sandro's daughter Irina expressed her intention of marrying Prince Felix Yussupov. He was heir to the largest private fortune in Russia.[37] Felix had decided that Irina would make the perfect wife. Xenia was not happy at the prospect of giving approval to such a marriage as Felix had a notorious reputation. It was rumoured he had had an affair with Grand Duke Dmitry Pavlovich of Russia.[37] The Dowager Empress had heard of the rumour and summoned Felix to meet with her, but Felix's charms won her over. She stated, "Do not worry, I will do all that I can for your happiness."[38] Xenia's only daughter was married on 9 February 1914 in the presence of the Tsar who gave her away. Xenia walked behind with Sandro and her mother.[39]

During Xenia's last pregnancy in 1907, Alexander had an affair with a woman identified only as "Maria Ivanovna" in Biarritz.[citation needed] One year later, Xenia also began to have an affair, with an Englishman named "Fane." Xenia referred to him as simply "F." in her diaries. They corresponded with one another as late as the first world war.[39] After Xenia and Alexander admitted the affairs to each other, their marriage began to fall apart. Though still in love with each other, they began sleeping in separate rooms and went their different ways.[40] Prior to the revolution, Alexander had become disenchanted with the course of events in Russia and the court life.[7] Both he and Xenia spent considerable periods of time outside of Russia;[7] both returned before the start of the first world war. Following the Revolution, they separated and managed to escape Russia.

Xenia had a close relationship with her brother Nicholas II and his wife before they married. When Nicholas and Alexandra moved into the Winter Palace after their own marriage, Xenia and Alexander (known in the family as "Sandro") spent the evenings together in the new billiard room.[41] A source of gradual resentment grew up between Xenia and Alexandra due to the fact that Xenia had given birth to six healthy sons, whilst Alexandra had four daughters and her only son, Alexei Nikolaevich was diagnosed with haemophilia. The robust health of Xenia's sons were a constant source of antagonism in the mind of Alexandra.[40] It was only in 1912 that Xenia learnt from her sister Olga that Alix had admitted that Alexei had haemophilia.[42]

The birth of Alexei led to Alexandra obtaining total control over her husband;[43] Trying to find a cure for her son's illness, Alexandra fell under the influence of Rasputin. Like all her family, Xenia was highly skeptical of Rasputin.[44] Family relations were strained. Xenia did remain close to her brother, who often visited when he was in the Crimea, walking with her nieces Olga and Tatiana; her sister-in-law visited rarely.[45]

Apart from Nicholas, Xenia was devoted to her other two brothers, Grand Duke George Alexandrovich of Russia and Grand Duke Michael Alexandrovich. In 1899, George died from tuberculosis and his death, although expected, was traumatic. Grand Duke Michael married without the permission of the Tsar, Natasha Sergeyevna Wulffert. The couple were exiled as punishment. Xenia was willing to overlook this, as her own marital problems had made her more understanding.[46] She received both Michael and Natasha in 1913 in Cannes in France. Xenia tried to talk to her brother Nicholas about Michael and was told that he could return to Russia at any time, but that Natasha could not. Xenia helped to restore relations between Michael and their mother, The Dowager Empress.[46]